Cramér - von Mises StatisticCompute the probability associated with the Cramer-Mises statistic: \(CM_{Statistic} = \frac{1}{12n} + \sum_{i=0}^{n-1}{(\frac{2 \cdot i + 1}{2n}-f_{i})^{2}} \\ when \: 0 < f_{i} \leq f_{i+1} < 1, \, for \; 0 \leq i \leq n-1 \)(f = cummulative distribution function of the distribution function being tested). Computation limitations:Sample size, n; 2 ≤ n ≤ 1000, not necessary an integer.Calculated value of the Cramer-Mises statistic, on the sample of size n, with at least five significant digits, CM; 0.01 ≤ CM ≤ 1.Return value:Probability to be observed a better agreement between the observed sample and the hypothetical distribution being tested.Is obtained with four significant digits.Limitation: 1.0E-11 ≤ min(p,1-p).Ref:A paper describing the procedure will be prepared.Calculation uses 18 coeficients obtained from a high resolution Monte-Carlo experiment.Compute for: | |